VOLLAND REFINED SEGMENTS (Eastern time)
Wednesday, November 12, 2025
9:00 Opening Session and Market Preview https://t.co/2tWimRL3aI
10:00 Selecting Expirations for Trade Planning feat. Oliver Sparing, TradeNeon Academy https://t.co/RM2ZU9xVkj
11:00 Analysis of the Market Maker Book feat. Henry Schwartz, @Cboe https://t.co/v2tBhdEr7f
12:00 Unusual Underlying Volume and Dealer Flows feat. @VolumeLeaders https://t.co/E0k9jKlFjc
1:00 Financial Planning for Your Volland Profits feat. Robert Fredeen, Ad Deum Funds https://t.co/bkIpXURrnw
2:00 Tour of VolHacks: Our New, Simplified Widgets feat. @SamanthaLaDuc, @LaDucTrading https://t.co/nDN6ZvpS2W
3:00 Master Class on Extracting Volland Edge feat. Volland Edge Extractors (including @DarkMatterTrade) and Kyrios Traders https://t.co/oER730ODpI
4:00 Closing Session and Market Review https://t.co/sPSD7fo5vW
Coming this Wednesday, November 12: Volland Refined: Dealer Positioning Features Unveiled
The most trusted options dealer positioning dashboard service is becoming even better.
Join us on Wednesday, November 12 for VOLLAND REFINED, as we showcase the brand new features available at https://t.co/RBtTsngLeP, with a wide range of special guest appearances during 8 live segments. At the same time, you will get live intraday market analysis from a 0DTE hedge fund trader who uses Volland for his intraday data analysis.
Whether you are new to @vol_land or have been with us for years, we invite you to this special all-day session. You don't want to miss it.
About Volland
Volland by Wizard of Ops sets the industry standard for option market maker positioning data. Since the goal of option dealers is to make spreads on option orders, their goal is to minimize the risk of their position. Volland shows where their aggregate position is most vulnerable, which allows you to anticipate market moves by identifying when dealers must buy or sell and where. By using , you can gauge customer sentiment.
With nearly 1,000 individual equities, ETFs, and indexes covered, Volland is an essential tool for all investors and traders to help forecast option market liquidity.
Volland subscribers enjoy custom design of their own workspaces to display the tickers, greeks, tools, and timeframes (including historical and 0DTE) that are of most value to their trading ventures. Subscribers can create an unlimited amount of workspaces to suit their needs.
‼️ Get started learning Volland today for FREE!
Join Volland Academy, our self-directed online learning platform:
https://t.co/rKESdIlON9
Volland Links
Volland - https://t.co/tH2hl0Titv
Discord - https://t.co/obBI11lTy7
Wizard of Ops Links
Substack - https://t.co/40HLZD0vCN
YouTube - https://t.co/DBIZk3bgx9
#marketmakers #optionstrading #volatility #impliedvolatility #marketdata #marketinreview #optiongreeks #dealerflows #positioningdata #SPX #QQQ #intradaytrading #0DTE #swingtrading
According to #Volland's proprietary data indicators: Notional $UNG aggregate option dealer sensitivity to underlying price movement is $5,376,695 for every 1 point change. This is 2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $AMD aggregate option dealer sensitivity to implied volatility movement is $-183,066,018 for every 1 point change. This is -2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $SMCI aggregate option dealer sensitivity to underlying price movement is $-58,772,983 for every 1 point change. This is -3 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $LQD aggregate option dealer sensitivity to implied volatility movement is $105,304,908 for every 1 point change. This is 5 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $CCL aggregate option dealer sensitivity to implied volatility movement is $2,784,506 for every 1 point change. This is 2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $NVDA aggregate option dealer sensitivity to implied volatility movement is $1,420,697,545 for every 1 point change. This is 2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $AMAT aggregate option dealer sensitivity to implied volatility movement is $-30,131,935 for every 1 point change. This is -2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $GIS aggregate option dealer sensitivity to implied volatility movement is $1,515,688 for every 1 point change. This is 2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $BABA aggregate option dealer sensitivity to underlying price movement is $42,539,611 for every 1 point change. This is 2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $GME aggregate option dealer sensitivity to underlying price movement is $29,369,340 for every 1 point change. This is 2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $RIOT aggregate option dealer sensitivity to underlying price movement is $16,918,266 for every 1 point change. This is 2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $ACN aggregate option dealer sensitivity to underlying price movement is $-2,883,049 for every 1 point change. This is -2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $UNH aggregate option dealer sensitivity to underlying price movement is $-19,919,308 for every 1 point change. This is -2 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $USO aggregate option dealer sensitivity to underlying price movement is $95,666,675 for every 1 point change. This is 9 standard deviations from the 6 month trend.
According to #Volland's proprietary data indicators: Notional $HYG aggregate option dealer sensitivity to underlying price movement is $-1,111,849,627 for every 1 point change. This is -2 standard deviations from the 6 month trend.